Introduction
The Historical Instrument Analytics service supports the historical computation of the theoretical or market calibrated valuation, and all relevant associated analytics, for investment securities such as equities, fixed income, and derivatives.
Use this service for building back-testing, performance attribution calculations, and end of month/quarter historical reporting.
Methods
Get a small number of analytics for a single instrument
Returns the values for any number of analytics for a given instrument on a given date. If no analytics are specified, the theoretical price is computed. Use this call for a small number of analytics.
GET /api/v1/historical/instrument/{id}
Request
Path Parameters
instrument ID
Query Parameters
date used to compute instrument value
comma-separated list of analytics
curl --request GET --url 'https://fss-analytics.mybluemix.net/api/v1/historical/instrument/{id}?analytics=string&date=string' --header 'accept: application/json' --header 'content-type: application/json' --header 'x-ibm-access-token: REPLACE_KEY_VALUE'
Response
The ID of the instrument.
The name of the scenario.
The list of values that the instrument has taken.
Status Code
Success. The results contains the instrument ID, scenario, and an array of analytics for a given instrument.
The request format is wrong.
The request is not authenticated.
The requested method is not allowed.
An internal error has occured.
No Sample Response
Get a large number of analytics for a single instrument
Returns the values of all requested analytics on a given date. Use this call for a large number of analytics.
POST /api/v1/historical/instrument/{id}
Request
Path Parameters
instrument ID
Query Parameters
date used to compute instrument value
list of analytics
curl --request POST --url 'https://fss-analytics.mybluemix.net/api/v1/historical/instrument/{id}?date=string' --header 'accept: application/json' --header 'content-type: application/json' --header 'x-ibm-access-token: REPLACE_KEY_VALUE'
Response
The ID of the instrument.
The name of the scenario.
The list of values that the instrument has taken.
Status Code
Success. The results contains the instrument ID, scenario, and an array of analytics for a given instrument.
The request format is wrong.
The request is not authenticated.
The requested method is not allowed.
An internal error has occured.
No Sample Response
Get analytics for multiple instruments
Returns the value for the specified analytics for all of the specified instruments on a given date.
POST /api/v1/historical/instruments
Request
Query Parameters
Date used to compute instrument value
Specifies the parameters to use when computing analytics on securities for historical dates
curl --request POST --url 'https://fss-analytics.mybluemix.net/api/v1/historical/instruments?date=string' --header 'accept: application/json' --header 'content-type: application/json' --header 'x-ibm-access-token: REPLACE_KEY_VALUE'
Response
The ID of the instrument.
The name of the scenario.
The list of values that the instrument has taken.
Status Code
Success. Returns an array of results for each valid instrument ID and the value for each specified analytic.
The request format is wrong.
The request is not authenticated.
The requested method is not allowed.
An internal error has occured.